Altigen Communications Stock Market Value
| ATGN Stock | USD 0.44 0.01 2.22% |
| Symbol | Altigen |
Altigen Communications 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Altigen Communications' otc stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Altigen Communications.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Altigen Communications on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Altigen Communications or generate 0.0% return on investment in Altigen Communications over 30 days. Altigen Communications is related to or competes with Rubicon Technology, and Adcore. Altigen Communications, Inc. designs, develops, markets, and supports integrated communications solutions worldwide More
Altigen Communications Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Altigen Communications' otc stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Altigen Communications upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 34.04 | |||
| Value At Risk | (5.26) | |||
| Potential Upside | 5.26 |
Altigen Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altigen Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altigen Communications' standard deviation. In reality, there are many statistical measures that can use Altigen Communications historical prices to predict the future Altigen Communications' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | 0.8738 |
Altigen Communications Backtested Returns
Altigen Communications secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of risk over the last 3 months. Altigen Communications exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Altigen Communications' Risk Adjusted Performance of (0.07), standard deviation of 4.04, and Mean Deviation of 2.4 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Altigen Communications are expected to decrease at a much lower rate. During the bear market, Altigen Communications is likely to outperform the market. At this point, Altigen Communications has a negative expected return of -0.46%. Please make sure to confirm Altigen Communications' jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Altigen Communications performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Altigen Communications has weak reverse predictability. Overlapping area represents the amount of predictability between Altigen Communications time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Altigen Communications price movement. The serial correlation of -0.21 indicates that over 21.0% of current Altigen Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Altigen Communications lagged returns against current returns
Autocorrelation, which is Altigen Communications otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Altigen Communications' otc stock expected returns. We can calculate the autocorrelation of Altigen Communications returns to help us make a trade decision. For example, suppose you find that Altigen Communications has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Altigen Communications regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Altigen Communications otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Altigen Communications otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Altigen Communications otc stock over time.
Current vs Lagged Prices |
| Timeline |
Altigen Communications Lagged Returns
When evaluating Altigen Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Altigen Communications otc stock have on its future price. Altigen Communications autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Altigen Communications autocorrelation shows the relationship between Altigen Communications otc stock current value and its past values and can show if there is a momentum factor associated with investing in Altigen Communications.
Regressed Prices |
| Timeline |
Pair Trading with Altigen Communications
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Altigen Communications position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Altigen Communications will appreciate offsetting losses from the drop in the long position's value.Moving together with Altigen OTC Stock
Moving against Altigen OTC Stock
| 0.9 | AA | Alcoa Corp | PairCorr |
| 0.86 | FMCB | Farmers Merchants Bancorp | PairCorr |
| 0.79 | XOM | Exxon Mobil Corp | PairCorr |
| 0.79 | BAC | Bank of America Earnings Call This Week | PairCorr |
| 0.75 | DD | Dupont De Nemours | PairCorr |
The ability to find closely correlated positions to Altigen Communications could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Altigen Communications when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Altigen Communications - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Altigen Communications to buy it.
The correlation of Altigen Communications is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Altigen Communications moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Altigen Communications moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Altigen Communications can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Altigen OTC Stock
Altigen Communications financial ratios help investors to determine whether Altigen OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Altigen with respect to the benefits of owning Altigen Communications security.